Computationally simple lattice methods for option and bond pricing

Massimo Costabile (), Arturo Leccadito and Ivar Massabó

Decisions in Economics and Finance, 2009, vol. 32, issue 2, 181 pages

Keywords: Recombining lattices; Option pricing; Discrete-time models; C63 (search for similar items in EconPapers)
Date: 2009
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DOI: 10.1007/s10203-009-0092-9

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